Price Limits and Volatility of stock returns in Damascus Stock Exchange

This study sought to investigate the effect of price limits on the volatility of stock returns on the Damascus Stock Exchange. Where the study period divided into two periods the first test period 3/3/2009 and until 23/6/2011, the second test period 13/2/2011 until 30/3/2017. Using the model (1,1) GARCH.

The Impact of Earning Management By Income Smoothing Approach on Stock Returns for Companies Listed at Damascus Securities Exchange

The aim of current research is to determine whether the earnings management by income smoothing approach has impact on stock returns for companies listed at Damascus Securities Exchange. The sample includes (14) listed companies for the period from the first quarter of 2011 until the fourth quarter of 2015. Eckel method is used to classify companies into two groups: smoother and nonsmoother companies.

The Impact of Volatilities Stock Return on Trading Volume in Financial Markets "An Empirical Study in Damascus Stock Exchange "

This study sought to find out whether there is any significant relationship between the in trading volume shares of Syrian companies listed in the Damascus market Securities Exchange, and Volatility of stock returns monthly in that market, during the period 1-1- 2010 till 31-8-2014, and to discover what kind of that relationship (positive or negative correlation) in order to give appropriate weight to them for interpreting fluctuations in the volume of trading in the stock Damascus market Securities Exchange, or for predicting. When using the method of Nonlinear regression analysis method GARCH(1,1) to process the data related to Return on the stock in DSE we found that the relationship between the trading volume shares and volatility of stock returns wasn't statistically significant. This volatility in stock returns mustn't be taken into account as an important factor when trying to explain the reasons for fluctuations in trading volume market or when predicting.

The Predicting Of Stock Returns Of Companies Listed At Damascus Securities Exchange By Using Information based Accrual Basis

This research aims to identify the possibility of using the information of accruals (Depreciation and Provision) basis in predicting stock market returns for companies listed at Damascus Security Exchange. The study is applied on (11) companies during the period from the first quarter of 2010 until the second quarter of 2014. The hypotheses are tested using approach of simple and multiple linear regression. The research conclude that the information of accruals basis can’t predict stock market returns for next period for companies listed at Damascus Security Exchange, unless the control variables are entered, Book to Market ratio, Beta & Earning to Price ratio.